Song Hong Aluminium Jsc GJR-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:54.36% (-3.98%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.5403 | 13.89 | |
| 0.1599 | 13.47 | |
| 0.8285 | 140.30 | |
| -0.0310 | -1.68 |
Estimation Period:
Sep 6, 2018 to Feb 6, 2026
Sep 6, 2018 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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